HDFCBANK
Hdfc Bank Ltd
Historical option data for HDFCBANK
23 Mar 2026 04:12 PM IST
| HDFCBANK 30-MAR-2026 800 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.12
Vega: 0.21
Theta: -0.68
Gamma: 0
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 23 Mar | 744.15 | 2.65 | -6.25 | 44.02 | 39,837 | 3,533 | 22,399 | |||||||||
| 20 Mar | 780.45 | 8.45 | -8.75 | 29.59 | 1,03,075 | 11,974 | 18,926 | |||||||||
| 19 Mar | 798.20 | 17.9 | -27.8 | 30.13 | 60,991 | 5,265 | 6,950 | |||||||||
| 18 Mar | 843.05 | 45 | -4.3 | 16.86 | 1,062 | 144 | 1,686 | |||||||||
| 17 Mar | 845.35 | 48.1 | 2.1 | 25.63 | 479 | -74 | 1,541 | |||||||||
| 16 Mar | 840.60 | 45.1 | 14.85 | 25.49 | 2,879 | 250 | 1,612 | |||||||||
| 13 Mar | 817.00 | 29.55 | -12.55 | 25.17 | 3,829 | 208 | 1,365 | |||||||||
| 12 Mar | 832.75 | 42.35 | -2.1 | 24.81 | 1,123 | 268 | 1,160 | |||||||||
| 11 Mar | 833.95 | 45.05 | -13.35 | 27.77 | 910 | 161 | 897 | |||||||||
| 10 Mar | 849.45 | 58.8 | 5.65 | 29.78 | 354 | -37 | 731 | |||||||||
| 9 Mar | 840.70 | 51.4 | -14.25 | 29.85 | 1,360 | 232 | 772 | |||||||||
| 6 Mar | 857.05 | 66.6 | -17.15 | 27.38 | 235 | 147 | 538 | |||||||||
| 5 Mar | 877.75 | 81 | 4.2 | 19.21 | 449 | 175 | 383 | |||||||||
| 4 Mar | 868.65 | 77 | -12.35 | 25.11 | 236 | 63 | 211 | |||||||||
| 2 Mar | 879.40 | 89.75 | -4.4 | 24.73 | 97 | 19 | 141 | |||||||||
| 27 Feb | 887.75 | 93.75 | -12.25 | 20.11 | 125 | 86 | 121 | |||||||||
| 26 Feb | 898.60 | 106 | -21 | 30.3 | 44 | 25 | 32 | |||||||||
| 25 Feb | 907.60 | 127 | 4 | - | 0 | 0 | 7 | |||||||||
| 24 Feb | 910.50 | 127 | 4 | - | 0 | 0 | 7 | |||||||||
| 23 Feb | 923.60 | 127 | 4 | - | 4 | 0 | 4 | |||||||||
| 20 Feb | 911.85 | 123 | 12.7 | 26.46 | 2 | 0 | 2 | |||||||||
| 19 Feb | 915.60 | 110.3 | -92.75 | - | 2 | 0 | 0 | |||||||||
| 18 Feb | 924.70 | 203.05 | 0 | - | 0 | 0 | 0 | |||||||||
|
|
||||||||||||||||
| 17 Feb | 925.70 | 203.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 925.80 | 203.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 903.90 | 203.05 | 0 | - | 0 | 0 | 0 | |||||||||
For Hdfc Bank Ltd - strike price 800 expiring on 30MAR2026
Delta for 800 CE is 0.12
Historical price for 800 CE is as follows
On 23 Mar HDFCBANK was trading at 744.15. The strike last trading price was 2.65, which was -6.25 lower than the previous day. The implied volatity was 44.02, the open interest changed by 3533 which increased total open position to 22399
On 20 Mar HDFCBANK was trading at 780.45. The strike last trading price was 8.45, which was -8.75 lower than the previous day. The implied volatity was 29.59, the open interest changed by 11974 which increased total open position to 18926
On 19 Mar HDFCBANK was trading at 798.20. The strike last trading price was 17.9, which was -27.8 lower than the previous day. The implied volatity was 30.13, the open interest changed by 5265 which increased total open position to 6950
On 18 Mar HDFCBANK was trading at 843.05. The strike last trading price was 45, which was -4.3 lower than the previous day. The implied volatity was 16.86, the open interest changed by 144 which increased total open position to 1686
On 17 Mar HDFCBANK was trading at 845.35. The strike last trading price was 48.1, which was 2.1 higher than the previous day. The implied volatity was 25.63, the open interest changed by -74 which decreased total open position to 1541
On 16 Mar HDFCBANK was trading at 840.60. The strike last trading price was 45.1, which was 14.85 higher than the previous day. The implied volatity was 25.49, the open interest changed by 250 which increased total open position to 1612
On 13 Mar HDFCBANK was trading at 817.00. The strike last trading price was 29.55, which was -12.55 lower than the previous day. The implied volatity was 25.17, the open interest changed by 208 which increased total open position to 1365
On 12 Mar HDFCBANK was trading at 832.75. The strike last trading price was 42.35, which was -2.1 lower than the previous day. The implied volatity was 24.81, the open interest changed by 268 which increased total open position to 1160
On 11 Mar HDFCBANK was trading at 833.95. The strike last trading price was 45.05, which was -13.35 lower than the previous day. The implied volatity was 27.77, the open interest changed by 161 which increased total open position to 897
On 10 Mar HDFCBANK was trading at 849.45. The strike last trading price was 58.8, which was 5.65 higher than the previous day. The implied volatity was 29.78, the open interest changed by -37 which decreased total open position to 731
On 9 Mar HDFCBANK was trading at 840.70. The strike last trading price was 51.4, which was -14.25 lower than the previous day. The implied volatity was 29.85, the open interest changed by 232 which increased total open position to 772
On 6 Mar HDFCBANK was trading at 857.05. The strike last trading price was 66.6, which was -17.15 lower than the previous day. The implied volatity was 27.38, the open interest changed by 147 which increased total open position to 538
On 5 Mar HDFCBANK was trading at 877.75. The strike last trading price was 81, which was 4.2 higher than the previous day. The implied volatity was 19.21, the open interest changed by 175 which increased total open position to 383
On 4 Mar HDFCBANK was trading at 868.65. The strike last trading price was 77, which was -12.35 lower than the previous day. The implied volatity was 25.11, the open interest changed by 63 which increased total open position to 211
On 2 Mar HDFCBANK was trading at 879.40. The strike last trading price was 89.75, which was -4.4 lower than the previous day. The implied volatity was 24.73, the open interest changed by 19 which increased total open position to 141
On 27 Feb HDFCBANK was trading at 887.75. The strike last trading price was 93.75, which was -12.25 lower than the previous day. The implied volatity was 20.11, the open interest changed by 86 which increased total open position to 121
On 26 Feb HDFCBANK was trading at 898.60. The strike last trading price was 106, which was -21 lower than the previous day. The implied volatity was 30.3, the open interest changed by 25 which increased total open position to 32
On 25 Feb HDFCBANK was trading at 907.60. The strike last trading price was 127, which was 4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 24 Feb HDFCBANK was trading at 910.50. The strike last trading price was 127, which was 4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 23 Feb HDFCBANK was trading at 923.60. The strike last trading price was 127, which was 4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 20 Feb HDFCBANK was trading at 911.85. The strike last trading price was 123, which was 12.7 higher than the previous day. The implied volatity was 26.46, the open interest changed by 0 which decreased total open position to 2
On 19 Feb HDFCBANK was trading at 915.60. The strike last trading price was 110.3, which was -92.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Feb HDFCBANK was trading at 924.70. The strike last trading price was 203.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Feb HDFCBANK was trading at 925.70. The strike last trading price was 203.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Feb HDFCBANK was trading at 925.80. The strike last trading price was 203.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Feb HDFCBANK was trading at 903.90. The strike last trading price was 203.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| HDFCBANK 30MAR2026 800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.85
Vega: 0.24
Theta: -0.62
Gamma: 0
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 23 Mar | 744.15 | 59.8 | 34.75 | 48.44 | 4,226 | -676 | 5,535 |
| 20 Mar | 780.45 | 25.6 | 7.4 | 30.3 | 30,350 | -5,211 | 6,261 |
| 19 Mar | 798.20 | 16.6 | 13.9 | 32.14 | 1,12,290 | 2,869 | 11,589 |
| 18 Mar | 843.05 | 2.75 | -0.4 | 27.2 | 3,466 | -20 | 8,708 |
| 17 Mar | 845.35 | 3.25 | -2.35 | 27.99 | 4,236 | 189 | 8,727 |
| 16 Mar | 840.60 | 5.85 | -5.7 | 31.72 | 15,533 | 2,547 | 8,587 |
| 13 Mar | 817.00 | 11.65 | 4.45 | 29.16 | 11,443 | 406 | 6,130 |
| 12 Mar | 832.75 | 7.25 | 0.25 | 28.79 | 6,759 | -20 | 5,420 |
| 11 Mar | 833.95 | 7.05 | 3.3 | 28.04 | 7,506 | 723 | 5,438 |
| 10 Mar | 849.45 | 3.7 | -4.05 | 26.09 | 3,864 | 299 | 4,707 |
| 9 Mar | 840.70 | 8.05 | 4.05 | 30.42 | 15,152 | 981 | 4,425 |
| 6 Mar | 857.05 | 3.9 | 2.15 | 26.83 | 5,321 | 495 | 3,449 |
| 5 Mar | 877.75 | 1.9 | -2.5 | 25.7 | 5,260 | -333 | 2,959 |
| 4 Mar | 868.65 | 4.4 | 2.95 | 30.07 | 12,801 | 804 | 3,291 |
| 2 Mar | 879.40 | 1.4 | 0.35 | 24.23 | 3,045 | 46 | 2,490 |
| 27 Feb | 887.75 | 1.1 | 0.2 | 23.03 | 1,381 | 264 | 2,444 |
| 26 Feb | 898.60 | 0.95 | 0.05 | 23.51 | 1,121 | 554 | 2,195 |
| 25 Feb | 907.60 | 0.9 | -0.35 | 24.91 | 1,894 | 1,156 | 1,631 |
| 24 Feb | 910.50 | 1.25 | 0.3 | 26.66 | 404 | 37 | 473 |
| 23 Feb | 923.60 | 0.9 | -0.8 | 26.88 | 328 | 44 | 436 |
| 20 Feb | 911.85 | 1.7 | 0 | 27.44 | 188 | 52 | 392 |
| 19 Feb | 915.60 | 1.95 | 0.6 | 28.11 | 239 | 107 | 336 |
| 18 Feb | 924.70 | 1.35 | -0.2 | 27.22 | 174 | 67 | 228 |
| 17 Feb | 925.70 | 1.55 | -0.4 | 28.08 | 46 | 25 | 161 |
| 16 Feb | 925.80 | 1.85 | -1.15 | 28.65 | 208 | 130 | 136 |
| 13 Feb | 903.90 | 3.15 | 2.85 | 27.74 | 7 | 5 | 5 |
For Hdfc Bank Ltd - strike price 800 expiring on 30MAR2026
Delta for 800 PE is -0.85
Historical price for 800 PE is as follows
On 23 Mar HDFCBANK was trading at 744.15. The strike last trading price was 59.8, which was 34.75 higher than the previous day. The implied volatity was 48.44, the open interest changed by -676 which decreased total open position to 5535
On 20 Mar HDFCBANK was trading at 780.45. The strike last trading price was 25.6, which was 7.4 higher than the previous day. The implied volatity was 30.3, the open interest changed by -5211 which decreased total open position to 6261
On 19 Mar HDFCBANK was trading at 798.20. The strike last trading price was 16.6, which was 13.9 higher than the previous day. The implied volatity was 32.14, the open interest changed by 2869 which increased total open position to 11589
On 18 Mar HDFCBANK was trading at 843.05. The strike last trading price was 2.75, which was -0.4 lower than the previous day. The implied volatity was 27.2, the open interest changed by -20 which decreased total open position to 8708
On 17 Mar HDFCBANK was trading at 845.35. The strike last trading price was 3.25, which was -2.35 lower than the previous day. The implied volatity was 27.99, the open interest changed by 189 which increased total open position to 8727
On 16 Mar HDFCBANK was trading at 840.60. The strike last trading price was 5.85, which was -5.7 lower than the previous day. The implied volatity was 31.72, the open interest changed by 2547 which increased total open position to 8587
On 13 Mar HDFCBANK was trading at 817.00. The strike last trading price was 11.65, which was 4.45 higher than the previous day. The implied volatity was 29.16, the open interest changed by 406 which increased total open position to 6130
On 12 Mar HDFCBANK was trading at 832.75. The strike last trading price was 7.25, which was 0.25 higher than the previous day. The implied volatity was 28.79, the open interest changed by -20 which decreased total open position to 5420
On 11 Mar HDFCBANK was trading at 833.95. The strike last trading price was 7.05, which was 3.3 higher than the previous day. The implied volatity was 28.04, the open interest changed by 723 which increased total open position to 5438
On 10 Mar HDFCBANK was trading at 849.45. The strike last trading price was 3.7, which was -4.05 lower than the previous day. The implied volatity was 26.09, the open interest changed by 299 which increased total open position to 4707
On 9 Mar HDFCBANK was trading at 840.70. The strike last trading price was 8.05, which was 4.05 higher than the previous day. The implied volatity was 30.42, the open interest changed by 981 which increased total open position to 4425
On 6 Mar HDFCBANK was trading at 857.05. The strike last trading price was 3.9, which was 2.15 higher than the previous day. The implied volatity was 26.83, the open interest changed by 495 which increased total open position to 3449
On 5 Mar HDFCBANK was trading at 877.75. The strike last trading price was 1.9, which was -2.5 lower than the previous day. The implied volatity was 25.7, the open interest changed by -333 which decreased total open position to 2959
On 4 Mar HDFCBANK was trading at 868.65. The strike last trading price was 4.4, which was 2.95 higher than the previous day. The implied volatity was 30.07, the open interest changed by 804 which increased total open position to 3291
On 2 Mar HDFCBANK was trading at 879.40. The strike last trading price was 1.4, which was 0.35 higher than the previous day. The implied volatity was 24.23, the open interest changed by 46 which increased total open position to 2490
On 27 Feb HDFCBANK was trading at 887.75. The strike last trading price was 1.1, which was 0.2 higher than the previous day. The implied volatity was 23.03, the open interest changed by 264 which increased total open position to 2444
On 26 Feb HDFCBANK was trading at 898.60. The strike last trading price was 0.95, which was 0.05 higher than the previous day. The implied volatity was 23.51, the open interest changed by 554 which increased total open position to 2195
On 25 Feb HDFCBANK was trading at 907.60. The strike last trading price was 0.9, which was -0.35 lower than the previous day. The implied volatity was 24.91, the open interest changed by 1156 which increased total open position to 1631
On 24 Feb HDFCBANK was trading at 910.50. The strike last trading price was 1.25, which was 0.3 higher than the previous day. The implied volatity was 26.66, the open interest changed by 37 which increased total open position to 473
On 23 Feb HDFCBANK was trading at 923.60. The strike last trading price was 0.9, which was -0.8 lower than the previous day. The implied volatity was 26.88, the open interest changed by 44 which increased total open position to 436
On 20 Feb HDFCBANK was trading at 911.85. The strike last trading price was 1.7, which was 0 lower than the previous day. The implied volatity was 27.44, the open interest changed by 52 which increased total open position to 392
On 19 Feb HDFCBANK was trading at 915.60. The strike last trading price was 1.95, which was 0.6 higher than the previous day. The implied volatity was 28.11, the open interest changed by 107 which increased total open position to 336
On 18 Feb HDFCBANK was trading at 924.70. The strike last trading price was 1.35, which was -0.2 lower than the previous day. The implied volatity was 27.22, the open interest changed by 67 which increased total open position to 228
On 17 Feb HDFCBANK was trading at 925.70. The strike last trading price was 1.55, which was -0.4 lower than the previous day. The implied volatity was 28.08, the open interest changed by 25 which increased total open position to 161
On 16 Feb HDFCBANK was trading at 925.80. The strike last trading price was 1.85, which was -1.15 lower than the previous day. The implied volatity was 28.65, the open interest changed by 130 which increased total open position to 136
On 13 Feb HDFCBANK was trading at 903.90. The strike last trading price was 3.15, which was 2.85 higher than the previous day. The implied volatity was 27.74, the open interest changed by 5 which increased total open position to 5
